Lots of errors and missteps, all the way around. Who told you that you needed to wait for your bag? If you had a connection, make your connection. The airline that didn’t get the bag there in the first place will make the necessary arrangements to ultimately get your delayed bag to your doorstep.
It sounds like Air France, which did the same thing to me on my recent TLV flight a few weeks ago. The irony is, we had a 4-hour layover in CDG and were La Premiere. In my limited experience, AF sucks at baggage handling.